In motion pictures since 1918, the elegant silent screen leading lady appeared in some 36 British films including The Better 'Ole (1918), The Wonderful Story (1922), The Faithful Heart (1922), Roses of Picardy (1927), and The Farmer's Wife (1928). Following her appearance in the 1931 talkie Many Waters, Hall-Davis contracted neurasthenia, was placed under a doctor's care, and was unable to work. Settling with her stage actor-husband, Walter Pemberton, and their 14-year-old son, Grosvenor, in a quiet house in Cleveland Gardens in the London suburb of Golders Green, N.W., the 35-year-old actress sunk into an increasingly deep depression. Complaining to a neighbor that she felt "cut off" from all her theatrical associations and concerned that her nerves were not improving, she spoke openly of placing her head in a gas oven.
On the afternoon of October 25, 1933, Grosvenor returned home from school to find a note from his mother on a hall table informing him that the kitchen doors were locked and directing him to contact a neighbor. The home reeked of gas. Hall-Davis was found lying on the kitchen floor, her head placed inside a gas oven with the taps left open. In her right hand the actress clasped an old fashioned razor she had used to cut her throat. A coroner's inquest determined she had died from the throat wound and not coal gas poisoning.
Seton Margrave, film correspondent for the London Daily Mail, wrote of the actress: "Miss Hall-Davis was a brilliant representative of typical English beauty. As a film heroine she played romantic parts with great intelligence, and infinite charm, and with that delightful whimsical sense of comedy which, with better fortune, would have made her one of the greatest stars of the talking-picture world."